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Quantitative Value ETF Launches Today

CharlesCharles
edited October 2014 in Fund Discussions
Under symbol QVAL...

here's opening price action on SA:

image

I enjoyed Dr. Gray's talk at recent Morningstar conference, summarized in October commentary.

The fund employs a Benjamin Graham based value philosophy.

Implemented in systematic quantitative fashion.

Actively managed.

No index.

80% US stocks, typically.

50 stock portfolio, typically.

er = 0.79%.

An international version is pending.

Fact sheet and investment philosophy found on ValueShares by Alpha Architect's web site.

And also described conceptually in good book by same name: Quantitative Value.

Comments

  • CharlesCharles
    edited October 2014
    The young EtF accumulated $2.6M in first couple days of trading. Like all ETFs, its holdings are disclosed daily. Here are its initial value picks...40 names, 2.5% each:

    AETNA INC NEW (AET)
    ALBEMARLE Corp (ALB)
    APOLLO EDUCATION GROUP INC (APOL)
    APPLE INC (AAPL)
    AT&T INC (T)
    BED BATH & BEYOND INC (BBBY)
    BEST BUY INC (BBY)
    BLOCK H & R INC (HRB)
    CA INC (CA)
    CF INDS HLDGS INC (CF)
    CIGNA CorpORATION (CI)
    CISCO SYS INC (CSCO)
    COACH INC (COH)
    EASTMAN CHEM CO (EMN)
    EDWARDS LIFESCIENCES Corp (EW)
    FLUOR Corp NEW (FLR)
    FOOT LOCKER INC (FL)
    GAMESTOP Corp NEW (GME)
    GAP INC DEL (GPS)
    HARRIS Corp DEL (HRS)
    HEALTH NET INC (HNT)
    HUMANA INC (HUM)
    KOHLS Corp (KSS)
    LEXMARK INTL NEW (LXK)
    MADDEN STEVEN LTD (SHOO)
    MAGNA INTL INC (MGA)
    MARATHON Oil Corp (MRO)
    MARVELL TECHNOLOGY GROUP LTD ORD (MRVL)
    METHANEX Corp (MEOH)
    MYRIAD GENETICS INC (MYGN)
    NORTHROP GRUMMAN Corp (NOC)
    NU SKIN ENTERPRISES INC (NUS)
    OCCIDENTAL PETE Corp DEL (OXY)
    SANDERSON FARMS INC (SAFM)
    SOUTHWESTERN ENERGY CO (SWN)
    SUNCOR ENERGY INC NEW (SU)
    UNITEDHEALTH GROUP INC (UNH)
    VALMONT INDS INC (VMI)
    WELLPOINT INC (WLP)
    WESTLAKE CHEM Corp (WLK)
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